reasonably well. In this paper, we assume in the multiple regression model, that the error vector follows multivariate Student-t distribution as a viable alternative to the multivariate normal and obtain unrestricted and restricted estimators under...

Assuming that (X_1,X_2) has a bivariate elliptical distribution, we obtain an exact

expression for the joint probability density function (pdf) as well as the corresponding

conditional pdfs of X_1 and ...

In the linear regression model y=Xb+e, we assume given positive definite scale matrix

S, the error vector is distributed as multivariate normal and S

has inverted Wishart distribution. Under an orthogonal ...

We present a new generalized family of skew two-piece skew-elliptical (GSTPSE) models and derive some its statistical properties. It is shown that the new family of distribution may be written

as a mixture of ...

The problem of estimation of the regression coefficients in a multiple regression model is considered under multicollinearity situation. Further it is suspected that the regression coefficients may be restricted to a ...